+171.1%
SLV vs PPL
+62.0%
+109.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | -12.9% | +5.4% | -18.4% | -13.8% |
| 3M | -16.1% | +4.3% | -20.3% | -16.8% |
| 6M | -33.2% | -1.3% | -31.8% | -33.2% |
| YTD | -27.2% | +4.7% | -31.9% | -28.2% |
| 1Y | +7.6% | +1.3% | +6.4% | +6.9% |
| 3Y | +122.3% | +57.2% | +65.1% | +100.9% |
| 5Y | +109.7% | +48.2% | +61.5% | +91.1% |
| All | +171.1% | +62.0% | +109.1% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling